-10.1%
SOUN vs EXPE
+65.4%
-75.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.8% |
| 7D | -5.2% | -9.5% | +4.3% | -0.7% |
| 30D | +4.8% | -6.6% | +11.5% | +7.5% |
| 3M | -15.9% | +31.4% | -47.2% | -28.1% |
| 6M | -17.4% | +35.2% | -52.6% | -30.5% |
| YTD | -32.4% | +5.8% | -38.2% | -36.7% |
| 1Y | -49.3% | +38.7% | -88.0% | -59.7% |
| 3Y | +167.5% | +175.8% | -8.3% | +49.5% |
| All | -10.1% | +65.4% | -75.6% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling